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TMDX vs. TJX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TMDX vs. TJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransMedics Group, Inc. (TMDX) and The TJX Companies, Inc. (TJX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TMDX achieves a -39.31% return, which is significantly lower than TJX's 7.65% return.


TMDX

1D
-2.22%
1M
7.10%
YTD
-39.31%
6M
-42.41%
1Y
-42.11%
3Y*
-2.67%
5Y*
19.27%
10Y*

TJX

1D
0.11%
1M
3.84%
YTD
7.65%
6M
6.05%
1Y
33.34%
3Y*
27.73%
5Y*
21.42%
10Y*
17.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMDX vs. TJX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TMDX
TransMedics Group, Inc.
-39.31%95.11%-21.01%27.88%222.13%-3.72%4.68%-6.12%
TJX
The TJX Companies, Inc.
7.65%28.73%30.56%19.69%6.73%12.83%12.25%14.64%

Correlation

The correlation between TMDX and TJX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 2, 2019

0.25

The correlation between TMDX and TJX shifts across timeframes, from 0.11 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TMDX:

$2.67B

TJX:

$184.07B

EPS

TMDX:

$4.34

TJX:

$5.15

PE Ratio

TMDX:

17.01

TJX:

31.93

PEG Ratio

TMDX:

0.04

TJX:

2.01

PS Ratio

TMDX:

4.60

TJX:

3.00

PB Ratio

TMDX:

5.41

TJX:

5.09

Total Revenue (TTM)

TMDX:

$635.89M

TJX:

$61.58B

Gross Profit (TTM)

TMDX:

$375.74M

TJX:

$19.36B

EBITDA (TTM)

TMDX:

$125.51M

TJX:

$8.31B

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Return for Risk

TMDX vs. TJX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMDX
TMDX Risk / Return Rank: 1111
Overall Rank
TMDX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TMDX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TMDX Omega Ratio Rank: 1414
Omega Ratio Rank
TMDX Calmar Ratio Rank: 1515
Calmar Ratio Rank
TMDX Martin Ratio Rank: 33
Martin Ratio Rank

TJX
TJX Risk / Return Rank: 8686
Overall Rank
TJX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
TJX Sortino Ratio Rank: 8787
Sortino Ratio Rank
TJX Omega Ratio Rank: 8484
Omega Ratio Rank
TJX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TJX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMDX vs. TJX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransMedics Group, Inc. (TMDX) and The TJX Companies, Inc. (TJX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TMDXTJXDifference
Sharpe ratioReturn per unit of total volatility

-2.59

Sortino ratioReturn per unit of downside risk

-3.70

Omega ratioGain probability vs. loss probability

0.89

1.33

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.72

3.08

-3.79

Martin ratioReturn relative to average drawdown

-1.72

11.36

-13.08

TMDX vs. TJX - Sharpe Ratio Comparison

The current TMDX Sharpe Ratio is -0.73, which is lower than the TJX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of TMDX and TJX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TMDX vs. TJX - Drawdown Comparison

The maximum TMDX drawdown since its inception was -73.69%, which is greater than TJX's maximum drawdown of -64.59%. Use the drawdown chart below to compare losses from any high point for TMDX and TJX.


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Drawdown Indicators


TMDXTJXDifference

Max Drawdown

Largest peak-to-trough decline

-73.69%

-64.59%

-9.10%

Max Drawdown (1Y)

Largest decline over 1 year

-58.76%

-10.89%

-47.87%

Max Drawdown (3Y)

Largest decline over 3 years

-67.79%

-11.04%

-56.75%

Max Drawdown (5Y)

Largest decline over 5 years

-67.79%

-27.68%

-40.11%

Max Drawdown (10Y)

Largest decline over 10 years

-42.55%

Current Drawdown

Current decline from peak

-58.08%

-2.41%

-55.67%

Average Drawdown

Average peak-to-trough decline

-31.97%

-13.06%

-18.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.53%

2.94%

+21.59%

Volatility

TMDX vs. TJX - Volatility Comparison

TransMedics Group, Inc. (TMDX) has a higher volatility of 13.09% compared to The TJX Companies, Inc. (TJX) at 5.63%. This indicates that TMDX's price experiences larger fluctuations and is considered to be riskier than TJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMDXTJXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

5.63%

+7.46%

Volatility (6M)

Calculated over the trailing 6-month period

44.82%

14.37%

+30.45%

Volatility (1Y)

Calculated over the trailing 1-year period

58.16%

18.03%

+40.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.14%

22.29%

+49.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.70%

26.06%

+45.64%

Dividends

TMDX vs. TJX - Dividend Comparison

TMDX has not paid dividends to shareholders, while TJX's dividend yield for the trailing twelve months is around 1.07%.


PositionTTM20252024202320222021202020192018201720162015
TJX
The TJX Companies, Inc.
1.07%1.07%1.21%1.38%1.44%1.37%0.34%1.45%1.66%1.57%1.32%1.14%
TMDX
TransMedics Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

TMDX vs. TJX - Financials Comparison

This section allows you to compare key financial metrics between TransMedics Group, Inc. and The TJX Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20222023202420252026
173.93M
14.32B
(TMDX) Total Revenue
(TJX) Total Revenue
Values in USD except per share items

TMDX vs. TJX - Profitability Comparison

The chart below illustrates the profitability comparison between TransMedics Group, Inc. and The TJX Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
58.2%
31.3%
Portfolio components
TMDX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported a gross profit of 101.16M and revenue of 173.93M. Therefore, the gross margin over that period was 58.2%.

TJX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a gross profit of 4.48B and revenue of 14.32B. Therefore, the gross margin over that period was 31.3%.

TMDX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported an operating income of 13.30M and revenue of 173.93M, resulting in an operating margin of 7.6%.

TJX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported an operating income of 1.69B and revenue of 14.32B, resulting in an operating margin of 11.8%.

TMDX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransMedics Group, Inc. reported a net income of 7.32M and revenue of 173.93M, resulting in a net margin of 4.2%.

TJX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The TJX Companies, Inc. reported a net income of 1.33B and revenue of 14.32B, resulting in a net margin of 9.3%.


Frequently Asked Questions


TMDX and TJX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMDX has higher volatility (13.09%) compared to TJX (5.63%). In terms of maximum drawdown, TMDX dropped -73.69% vs TJX's -64.59%.

TJX currently has the higher Sharpe Ratio (1.86 vs -0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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